-36.9%
MULL vs PCOR
+53.8%
-90.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.5% |
| 7D | +43.3% | +2.2% | +41.1% | +44.5% |
| 30D | -37.4% | +37.4% | -74.9% | -25.2% |
| 3M | -36.8% | +33.2% | -70.0% | -24.4% |
| 6M | -36.9% | +60.6% | -97.4% | +15.4% |
| All | -36.9% | +53.8% | -90.7% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling